+319.1%
DELL vs SPG
+21.3%
+297.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.1% |
| 7D | +14.9% | -2.4% | +17.3% | +13.9% |
| 30D | +13.3% | -6.8% | +20.1% | +10.6% |
| 3M | +24.4% | +2.7% | +21.7% | +22.0% |
| 6M | +258.0% | +5.5% | +252.6% | +252.5% |
| YTD | +320.2% | +15.7% | +304.5% | +307.3% |
| 1Y | +319.1% | +20.9% | +298.2% | +303.8% |
| All | +319.1% | +21.3% | +297.7% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling